Field BenchmarkCurvePoint Scenario base
SYNOPSIS:
Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".
Sample values:
M = combination of a number between 1-12 and a "M" for month
Y = combination of number between 1-100 and a "Y" for year}
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon
See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
| ID |
Abbr |
Datatype |
| 222 | Point | String |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.4.2 | | FIX.5.0SP2 | 187 | | |